+320.3%
CFG vs ALLE
+336.9%
-16.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | -1.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +0.4% | +20.6% | -20.2% | -12.1% |
| 3M | -12.6% | +11.4% | -24.0% | -19.5% |
| 6M | +0.6% | +42.5% | -41.9% | -22.7% |
| YTD | +12.4% | +18.9% | -6.4% | -2.9% |
| 1Y | +27.7% | +14.2% | +13.5% | +13.4% |
| 3Y | +172.4% | +90.7% | +81.7% | +63.2% |
| 5Y | +64.0% | +52.5% | +11.5% | +12.9% |
| 10Y | +252.8% | +231.2% | +21.6% | +56.0% |
| All | +320.3% | +336.9% | -16.6% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling